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BNO vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNO vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Brent Oil Fund LP (BNO) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNO achieves a 90.47% return, which is significantly higher than USCI's 28.22% return. Over the past 10 years, BNO has outperformed USCI with an annualized return of 13.60%, while USCI has yielded a comparatively lower 8.86% annualized return.


BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%

USCI

1D
0.11%
1M
-1.22%
YTD
28.22%
6M
26.35%
1Y
40.33%
3Y*
23.15%
5Y*
19.28%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNO vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%
USCI
United States Commodity Index Fund
28.22%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between BNO and USCI is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2010

0.63

The correlation between BNO and USCI shifts across timeframes, from 0.63 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BNO vs. USCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNO vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Brent Oil Fund LP (BNO) and United States Commodity Index Fund (USCI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BNOUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

5.17

4.64

+0.53

Martin ratioReturn relative to average drawdown

9.76

16.18

-6.42

BNO vs. USCI - Sharpe Ratio Comparison

The current BNO Sharpe Ratio is 2.23, which is comparable to the USCI Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BNO and USCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNOUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.43

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.05

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.56

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.30

-0.16

Drawdowns

BNO vs. USCI - Drawdown Comparison

The maximum BNO drawdown since its inception was -87.06%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for BNO and USCI.


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Drawdown Indicators


BNOUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-87.06%

-66.41%

-20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-8.73%

-9.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-12.01%

-11.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-18.84%

-14.86%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

-45.82%

-29.36%

Current Drawdown

Current decline from peak

-10.29%

-3.10%

-7.19%

Average Drawdown

Average peak-to-trough decline

-40.17%

-29.51%

-10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

2.50%

+6.95%

Volatility

BNO vs. USCI - Volatility Comparison

United States Brent Oil Fund LP (BNO) has a higher volatility of 14.22% compared to United States Commodity Index Fund (USCI) at 4.51%. This indicates that BNO's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNOUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

4.51%

+9.71%

Volatility (6M)

Calculated over the trailing 6-month period

36.10%

13.93%

+22.17%

Volatility (1Y)

Calculated over the trailing 1-year period

41.46%

16.70%

+24.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.38%

18.44%

+16.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.68%

15.85%

+20.83%

BNO vs. USCI - Expense Ratio Comparison

BNO has a 0.90% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

BNO vs. USCI - Dividend Comparison

Neither BNO nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BNO and USCI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to USCI (4.51%). In terms of maximum drawdown, BNO dropped -87.06% vs USCI's -66.41%.

On 10-year performance, BNO leads with 13.60% vs 8.86% for USCI. On fees, BNO is cheaper at 0.90% per year. On volatility, USCI has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BNO has performed better with a 13.60% return vs 8.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNO is cheaper with a 0.90% expense ratio, compared with 1.03% for USCI.

BNO and USCI have nearly identical dividend yields, around 0.00%.

BNO is categorized as Oil & Gas, while USCI is Commodities. BNO tracks Front Month Brent Crude Oil, while USCI tracks SummerHaven Dynamic Commodity (TR). Their fees differ too: 0.90% for BNO and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.43 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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